DySES 2018: Systemic Risk

October 9-12, 2018 - Paris, France

DySES 2018: Systemic Risk

Paris 1: Panthéon Sorbonne University

Scope and main topics

DySES (Dynamics of Socio Economic Systems) 2018 conference has as general (but not exclusively) theme: systemic risk. In order to prepare for DySES 2018, two workshops on the topic of systemic risk have already been organized in 2017 by the finance group at the Centre d’Economie de la Sorbonne (CES) as well as the interdisciplinary group at University of Sannio in Benevento. We note that the main idea behind these workshops has been to initiate interest from both the existing network of people from DySES as well as people from Systemic Risk Tomography (SYRTO). SYRTO was an EU grant (2013-16) that the group of finance at the CES had on Systemic Risk with 4 European partners: Amsterdam, Athens, Brescia, Venice.
To summarize: the idea with a DySES conference in Paris, is to use already existing networks (DySES, SYRTO) of people from different disciplines, to make an interdisciplinary conference in where the main theme (but not exclusively) will be systemic risk, risk management applied to various fields as economics, finance, insurance.

Main themes include (but are not limited to):

Systemic risk (general)

Risk management

Stress testing

Catastrophic risk

Impact of natural disasters on the economy

Fragility of financial systems and regulations

Impact of regulations

Cyber security

Aereospace security

Methodologies:

Networks

Complex systems

Agent based modeling

Non-linear econometrics

Multivariate methods

Self-organized criticality

Multicriteria methods

Soft computing

Bayesian methods

Operational research

Optimization methods

The conference will provide a unique opportunity for practitioners, academics, regulators to join forces, exchanging on both theoretical and empirical grounds new ideas and tools. Round tables and a gala dinner are meant to encourage networking between the participants.